Support Board
Date/Time: Sun, 02 Feb 2025 00:45:49 +0000
Aggregated Volume From 2 Or More DOM Price levels
View Count: 922
| [2019-08-15 11:08:01] |
| mommed.imam - Posts: 13 |
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Hello, I would like to aggregated volume from 2 or more DOM price levels ( not just the best bid or the best ask volume), for example, I would like to get the ask volume summation from the 10 levels (instead of just the volume form the best ask price), so if the ask volume at the best ask price is 65 and the volume at the second, third, etc...to the number 10 DOM price level.. is as follow 104,198, 453, 111,554, 243, 512,433,264, I should get aggregated ASK volume of 2937 ( summation of the ASK volumes at the 10 DOM price levels), the same thing applies for the bid volume. How can I get that please? Thank you! |
| [2019-08-16 05:05:48] |
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Both of these features here support showing the total of market depth quantities: File Menu: Open Market Depth Window (File) Trade Menu: Draw DOM Graph on Chart (Trade menu) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-08-16 05:06:01
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